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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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92183275366 · Jun 202019922001200920172026
48 results for Flow Dynamics

New method learns population dynamics from snapshots, outperforming existing models.

problem Capturing periodic and other dynamical properties of population dynamics.
method Wasserstein Lagrangian Mechanics (WLM) for learning second-order dynamics from observed marginals.
result WLM outperforms existing methods across various dynamics, including vortex dynamics, embryonic development, and flocking.

It is known that the Langevin dynamics used in MCMC is the gradient flow of the KL divergence on the Wasserstein space, which helps convergence analysis and inspires recent particle-based variational inference methods (ParVIs). But no more MCMC dynamics is understood in this way. In this work, by developing novel conce…

2019-02-01abs ↗pdf ↗

Study of mean curvature flows with conical singularities using mathematical techniques.

problem Understanding the dynamics of mean curvature flows near conical singularities.
method Feynman-Kac formula and invariant cone method for noncompact settings.
result Generic initial perturbations avoid conical singularities in mean curvature flows.

New flows represent Thurston norm ball faces, differing by veering mutations.

problem Dynamic representation of Thurston norm ball faces by distinct flows.
method Combining veering triangulations and mutations to represent faces by multiple flows.
result Non-fibered faces can be represented by two distinct flows differing by veering mutations.

Sparse Kernel Flows learns dynamical systems from data.

problem Learning dynamical systems from limited data.
method Sparse Kernel Flows: trains optimal kernel from a dictionary of kernels.
result Sparse Kernel Flows can learn from 132 chaotic systems.

sFML learns stochastic dynamical systems from data.

problem Learning unknown stochastic dynamical systems from measurement data.
method sFML extends FML for deterministic systems, using a stochastic flow map composed of deterministic and stochastic sub-maps.
result sFML constructs a stochastic evolution model approximating unknown stochastic systems.

Symbolic dynamics for flows in high dimensions, extending previous work.

problem Coding flows with positive speed in high dimensions.
method Construct symbolic dynamics for flows with positive speed in any dimension.
result Extended symbolic dynamics to flows in high dimensions, including homoclinic classes.

Stability of Type IIA flow ensures Kähler properties of Calabi-Yau 3-folds.

problem Ensuring the Kähler property of Calabi-Yau 3-folds under symplectic deformations.
method Established dynamical stability of Type IIA flow near stationary points.
result Stability of Type IIA flow ensures the stability of Kähler properties under symplectic deformations.

This study explains gradient flow dynamics in neural networks for small initialisation.

problem Understanding the training dynamics of neural networks for small initialisation.
method Analysis of gradient flow dynamics for one-hidden layer ReLU networks with orthogonal inputs.
result Gradient flow converges to zero loss and characterizes implicit bias towards minimum variation norm.

Method learns PDE dynamics via evolving latent manifold using Ricci flow.

problem Learning dynamics in time, especially PDEs, with low-dimensional representations.
method Parameterizes latent manifold, simulates Ricci flow physics-informedly, matching manifold quantities.
result Ricci flow facilitates learning for out-of-distribution data and adversarial robustness.

Parabolic geometric flows have the property of smoothing for short time however, over long time, singularities are typically unavoidable, can be very nasty and may be impossible to classify. The idea of this paper is that, by bringing in the dynamical properties of the flow, we obtain also smoothing for long time for g…

2018-08-09abs ↗pdf ↗

Study on Ricci flows of awesome homogeneous spaces, proving finite extinction time.

problem Understanding the long-time behavior of Ricci flows on homogeneous spaces.
method Analyzing Ricci flows on non-compact manifolds, focusing on finite extinction time.
result Ricci flows on non-contractible spaces have finite extinction time, confirming conjecture.

This paper explains how predictable order flow can lead to Brownian motion in financial prices.

problem Why financial prices exhibit Brownian motion despite predictable order flow.
method Generalized Lillo-Mike-Farmer model to nonlinear price-impact dynamics, mapping to Lévy-walk model.
result Price dynamics remain diffusive under the square-root law, even with persistent order flow.

Study shows how macroeconomic news affects intraday price and order flow dynamics.

problem Understanding how macroeconomic news impacts intraday price and order flow dynamics.
method Structural VAR model identified through heteroskedasticity, estimated at one-second frequency for each 15-minute interval.
result Macroeconomic news announcements reshape price-flow dynamics, with significant impacts on price and flow impacts at the one-second horizon.

FLUID uses flows to unify filtering and smoothing for complex systems.

problem Bayesian filtering and smoothing for high-dimensional nonlinear systems.
method FLUID encodes observation histories into a fixed summary statistic, using flows for filtering and smoothing.
result FLUID provides accurate approximations of filtering and smoothing distributions.

RC flow learns molecular kinetics in low dimensions.

problem Discovering interpretable low-dimensional models of molecular kinetics.
method Normalizing flow for coordinate transformation and Brownian dynamics for kinetics approximation.
result Tractable and trainable model of reduced kinetics in continuous time and space.

Study on test risk dynamics in learning theory with stochastic gradient flow.

problem Understanding test risk in stochastic gradient flow dynamics.
method Path integral formulation for small learning rates, explicit computation for weak features.
result Explicit corrections due to stochastic term in dynamics, good agreement with simulations.

Study non-Weinstein Liouville geometry via hyperbolic dynamics, proving rigidity results.

problem Characterize non-Weinstein Liouville geometry with persistent transverse skeleton.
method Anosov 3-flows, Liouville Interpolation Systems, non-singular partially hyperbolic flows, hyperbolic dynamics.
result Mitsumatsu's examples characterize 4D non-Weinstein Liouville geometry with 3D persistent transverse skeleton.

New dynamics for SGD in small learning rate regime.

problem Improving stochastic gradient descent in small learning rate regime.
method Introducing stochastic modified flows and distribution dependent stochastic modified flows.
result Captures fluctuating dynamics of SGD in small learning rate - infinite width scaling regime.

Study shows partial hyperbolicity leads to Anosov dynamics in 3-manifolds.

problem Understanding dynamics in hyperbolic 3-manifolds and Seifert manifolds.
method Classification of partially hyperbolic diffeomorphisms and pseudo-Anosov dynamics.
result Complete classification of partially hyperbolic diffeomorphisms in hyperbolic 3-manifolds and Seifert manifolds.

Study of flows on circle bundles over translation surfaces, showing decay of correlations.

problem Ergodic properties of flows on circle bundles over translation surfaces.
method Generalizing Heisenberg nilflows to more general base surfaces, showing relatively mixing.
result Showed that such flows exhibit decay of correlations in the orthogonal complement of functions constant along fibers.

Modeling price dynamics in response to order flow imbalance in Chinese futures markets.

problem Understanding price dynamics in markets with order flow imbalance.
method Modeling order flow imbalance as an Ornstein-Uhlenbeck process with memory and mean-reverting characteristics.
result Horizon-dependent heterogeneity in conventional metrics' interaction with order flow imbalance.

The paper studies minimal resistance dynamics in radial fields, finding unique solutions for incompressible flows.

problem Nonlinear dynamics of minimal resistance in radial fields.
method Analysis of two non-equilibrium scenarios: scale-invariant free expansion and incompressible source flow.
result Incompressible flow acts as a structural regularizer, admitting unique, smooth, and strictly concave solutions.

The paper analyzes neural network dynamics after weights escape the origin.

problem Understanding gradient flow dynamics of neural networks after the origin.
method Analyzes gradient flow of homogeneous neural networks with locally Lipschitz gradients.
result Characterizes the first saddle point encountered after escaping the origin.

The paper models star dynamics using Ricci flow and Perelman entropy, revealing chaotic behavior.

problem Modeling chaotic positional dynamics of stars in celestial systems.
method Discrete dynamical systems, Ricci flow, Perelman entropy, Lyapunov exponents, bifurcation analysis.
result Entropy increases exponentially, indicating challenging long-term star position prediction.

The execution flow drives market dynamics, validated on real data.

problem Understanding the fundamental driving force of market dynamics.
method Developed a numerical framework using the Radon-Nikodym derivative to calculate execution flow and determined thresholds and characteristic time scales.
result Execution flow is the fundamental driving force of market dynamics.